remove duplicate lines across multiple txt files

I have 12 text files all in one folder, each with about 5 million lines, each file has no duplicate line on its own but there are duplicated across multiple files, I want to remove the duplicate lines in each file but still save them separately, I have tried many Linux sort command and it keep merging the file together, I have Windows, Linus, and Mac, Is there any code or application that can do this?